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pro vyhledávání: '"Samia Beghdadi-Sakrani"'
Autor:
Samia Beghdadi-Sakrani
Publikováno v:
Journal of Theoretical Probability. 16:789-812
We consider the stochastic differential equation: dX t =ϕ(|X t |)dB t , where B is a Brownian motion and ϕ is a non-Holder Borel function. A sufficient condition of pathwise uniqueness is given.
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https://explore.openaire.eu/search/publication?articleId=doi_________::7ab3d4d44db97454024c6651f97d6c7b
https://doi.org/10.1023/b:jotp.0000011993.52094.c7
https://doi.org/10.1023/b:jotp.0000011993.52094.c7
Autor:
Samia Beghdadi-Sakrani
Publikováno v:
Lecture Notes in Mathematics ISBN: 9783540000723
1. Martingales par rapport a une mesure signee 2. Calcul stochastique pour des mesures signees 3. Exemples et applications References
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https://explore.openaire.eu/search/publication?articleId=doi_________::14c938491569cfbd588de299e1392a5d
https://doi.org/10.1007/978-3-540-36107-7_17
https://doi.org/10.1007/978-3-540-36107-7_17
Autor:
Samia Beghdadi-Sakrani
Publikováno v:
Lecture Notes in Mathematics ISBN: 9783540000723
0. Introduction 1. Preliminaires 2. Exemple de martingale non-extremale dont la filtration est brownienne 3. Exemples de martingales extremales non pures dont les filtrations sont browniennes 4. Une classe de martingales qui satisfont la propriete (*
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https://explore.openaire.eu/search/publication?articleId=doi_________::729492bd1349e56e28cbcb5e034c0127
https://doi.org/10.1007/978-3-540-36107-7_15
https://doi.org/10.1007/978-3-540-36107-7_15
Autor:
Michel Émery, Samia Beghdadi-Sakrani
Publikováno v:
Lecture Notes in Mathematics ISBN: 9783540663423
Dubins, Feldman, Smorodinsky and Tsirelson have constructed a change of probability on Wiener space (respectively: eternal coin-tossing), with density arbitrarily close to~1 (in uniform norm), but such that the canonical filtration has no standard ex
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https://hal.archives-ouvertes.fr/hal-00129580/file/98041.pdf
https://hal.archives-ouvertes.fr/hal-00129580/file/98041.pdf